La distribution en t de Student est la seconde loi de distribution la plus utilisée en statistiques après la loi de distribution normale. Pour la première fois cette Note donne, sous forme explicite, les moments de statistiques d'ordre pour la distribution de Student en t.
The Student's t distribution is the second most popular distribution in statistics, second only to the normal distribution. For the first time, this Note derives explicit closed form expressions for moments of order statistics from the Student's t distribution.
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@article{CRMATH_2007__345_9_523_0, author = {Nadarajah, Saralees}, title = {Explicit expressions for moments of \protect\emph{t} order statistics}, journal = {Comptes Rendus. Math\'ematique}, pages = {523--526}, publisher = {Elsevier}, volume = {345}, number = {9}, year = {2007}, doi = {10.1016/j.crma.2007.10.027}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.crma.2007.10.027/} }
TY - JOUR AU - Nadarajah, Saralees TI - Explicit expressions for moments of t order statistics JO - Comptes Rendus. Mathématique PY - 2007 SP - 523 EP - 526 VL - 345 IS - 9 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.crma.2007.10.027/ DO - 10.1016/j.crma.2007.10.027 LA - en ID - CRMATH_2007__345_9_523_0 ER -
%0 Journal Article %A Nadarajah, Saralees %T Explicit expressions for moments of t order statistics %J Comptes Rendus. Mathématique %D 2007 %P 523-526 %V 345 %N 9 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.crma.2007.10.027/ %R 10.1016/j.crma.2007.10.027 %G en %F CRMATH_2007__345_9_523_0
Nadarajah, Saralees. Explicit expressions for moments of t order statistics. Comptes Rendus. Mathématique, Tome 345 (2007) no. 9, pp. 523-526. doi : 10.1016/j.crma.2007.10.027. http://archive.numdam.org/articles/10.1016/j.crma.2007.10.027/
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